Random linear recursions with dependent coefficients
classification
🧮 math.PR
keywords
coefficientsequationrandomconsiderdependentdistributioninfinitylinear
read the original abstract
We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.
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